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strategys merged trading in paralell

When merge a portfolio all entries and exits are set to false by default. Also this feature do not seems to work since i only need to enable the first magic number and all will trade.



extern int MagicNumber19 = 111506399;
bool LongEntrySignal19 = false;
bool ShortEntrySignal19 = false;
bool LongExitSignal19 = false;
bool ShortExitSignal19 = false;

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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

m
#1

mabi

23.11.2020 20:24

Task created

m
#2

mabi

23.11.2020 20:29
Voted for this task.
b
#3

bentra

23.11.2020 20:57
I think that is just the initial temporary state so I think it is probably working as intended, they are not extern settings....
m
#4

mabi

23.11.2020 21:07
Well portfolio did not trade until changed and all trades if only one is changed to true. But i understand what You mean.
b
#5

bentra

23.11.2020 21:23
Voted for this task.
b
#6

bentra

23.11.2020 21:27
Interesting. To clarify the MagicNumber IS an extern and needs to be changed. The Boolean Signals are not externs and should not need to be changed. They appear in the code close to each other but are not related. Even the non merged have this:

extern int MagicNumber = 11111;

bool LongEntrySignal = false;

bool ShortEntrySignal = false;

bool LongExitSignal = false;

bool ShortExitSignal = false;

So, it's weird that you need to set one of the bool signals to true.

h
#7

hankeys

24.11.2020 07:34
i was testing merging a lot and i have never changed these settings and let them be FALSE and the portfolios are opening trades normally and can be backtested in tick data suite


so what is the real intention of this boolenas i dont know...


is the meaning of this settings really to TURN ON/OFF only some of the strategies in the merged portfolio?

o
#8

Enric

24.11.2020 08:33
Voted for this task.
m
#9

mabi

24.11.2020 08:55

well , now i tested and turned it of and all open orders closed about 150 on 2 Mt4 even running trades closed but not all about 50 %. However new orders now opened immediately . So now it seems to work with them set to false. I thought maybe i had bad connection but it cant be since both MT4 is on same broker server and same putor why should one start to open orders when set to true wile the other did nothing and first started to work when i set it to true as well 2 min later.However now it works set to false.


I might add that i have hughe portfolios merged 480 strategies in each. It actually works smoothly and no errors and very fast as well.

k
#10

Karish

24.11.2020 11:06
Voted for this task.
TB
#11

Tomas Brynda

30.11.2020 15:13

Status changed from New to Refused

The boolean signal variables are for internal purpose only, these are variables used to store signal values.

You should not change these variables and if you do, it should not have any impact on trading as they are assigned current computed values on each bar.


I am closing this task, there are multiple other tasks concerning merged portfolios trading and limitations

Votes: +5

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